September 26, 2017 / 11:03 AM / a month ago

India FIMMDA-Thomson Reuters-MIFOR for six mths 5.77 pct

  Sep 26 (Reuters) -The FIMMDA-Thomson Reuters Mumbai Inter-bank
Forward Offered rate          for six months based on the
implied yield using dollar-rupee premium is 5.77 percent on
Tuesday compared with 5.74 percent the previous day.
    The FIMMDA-Thomson Reuters Mumbai rupee overnight offered
rate(MITOR) based on the cash-spot dollar rupee premium was
6.07 percent on Tuesday. One-month, two-month, three-month,
six-month and one-year swaps and benchmark rates are given in
the table below.
--------------------------------------------------------------
                   dlr/rupee      In percent    Implied rupees
  (Spot to)       (paise)       (annualised)  Interest rates(%)
--------------------------------------------------------------
  1M(30/10/17)   25.00/26.50    04.36/04.63   05.62/05.88
  2M(28/11/17)   46.50/48.00    04.26/04.40   05.56/05.69
  3M(28/12/17)   68.00/70.00    04.17/04.30   05.54/05.66
  6M(28/03/18)  134.75/136.75   04.16/04.22   05.71/05.77
  1Y(28/09/18)  272.00/274.00   04.16/04.19   06.04/06.07
    Spot rate : 1$ = 65.3371 rupees (Source - RBI reference
rate from Thomson Reuters page                     
    Note: Figures in brackets indicate negative values.
    The US Dollar LIBOR rates are published by the British
Bankers' Association and sourced from the Thomson Reuters page
          .
    The implied benchmark rates will be available on Thomson Reuters
pages by typing          or            followed by the ENTER key
or double-clicking         ,           .
    Refer to Thomson Reuters page            for the calculation
methodology.
    FIMMDA refers to Fixed Income Money Market and Derivatives
Association of India.
  
($1=0)

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